"eig" use which algorithm to find eigenvalues

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Maryam
Maryam 2020-6-18
评论： Maryam 2020-6-21
I am wondering what algorithm "eig", MATLAB build in finction, use to find the eigen values? I so much appreciate the time and responses. Thank you.
  2 个评论
Walter Roberson
Walter Roberson 2020-6-18
eig() has several different options; which one are you asking about?
Maryam
Maryam 2020-6-18
This option: [ V , D ] = eig( A , B )
I'd like to know what algorithm they use to find the eigen values in this case. Thanks so much for the time and response.

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the cyclist
the cyclist 2020-6-18
The algorithm is dependent on the properties of the input(s).
The algorithm section of the documentation for eig gives some info on this dependence.

更多回答（1 个）

Christine Tobler
Christine Tobler 2020-6-19
We don't give out the exact method used, but all syntaxes of EIG call into various LAPACK functions. See here for an introduction to LAPACK, there's a section on generalized eigenvalue problems.
For a more complete description of algorithms used for computing eigenvalues and egenvectors, I'd recommend an introduction text to numerical linear algebra, for example "Matrix Computations" by Golub and Van Loan.

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